Name | Version | Summary | date |
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arbitragelab | 1.0.0 | ArbitrageLab is a collection of algorithms from the best academic journals and graduate-level textbooks, which focuses on the branch of statistical arbitrage known as pairs trading. We have extended the implementations to include the latest methods that trade a portfolio of n-assets (mean-reverting portfolios). | 2024-05-12 12:33:22 |
hour | day | week | total |
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28 | 889 | 9329 | 274609 |